In large mixer bowl, combine rye flour, yeast, and caraway seed.
In saucepan, heat together water, molasses, vegetable shortening, and salt just until warm; stir occasionally to melt vegetable shortening.
Add to dry ingredients in mixer bowl.
Beat at low speed of electric mixer for 1/2 minute; scrape sides of bowl constantly.
Beat 3 minutes at high speed.
By hand, stir in enough all purpose flour to make a stiff dough.
Turn out on lightly floured surface; knead until smooth.
Place in greased bowl; turn once to grease surface.
Cover; let rise until double, 1 1/2 hours.
Punch down; divide dough in half.
Cover and let rest 10 minutes.
Round each half into a smooth ball.
Place on opposite corners of baking sheet sprinkled with cornmeal.
Cover and let rise until double, about 30 minutes.
Bake at 375° for 30 to 35 minutes or until well browned.
For a chewy crust, brush tops of loaves with warm water several times during the baking after the first 20 minutes.